Not unusual, the price of memory is getting higher and the quality is getting worse. The “normal” interface to the SD card reader is SDIO but most (if not all) cards also support the SPI interface. The PicoCalc uses the SPI interace.
My experience with a large number of SD cards is that ALL cards will work with the SDIO interface but many fail using SPI with higher clock rates. Not too long ago, while going through the PicoMite source code I noticed that this uses a “high” clock speed that many cards do not support. I have build a test rig using a Pico 1 to validate cards, until now almost EVERY card below 1GB failed, and many of the cards > 1GB.
My recommendation is to use SanDisk, with these you should not have problems, any other brand may give problems.